| Trading Metrics calculated at close of trading on 10-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2014 |
10-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
3,023.0 |
3,058.0 |
35.0 |
1.2% |
3,006.0 |
| High |
3,061.0 |
3,059.0 |
-2.0 |
-0.1% |
3,061.0 |
| Low |
2,996.0 |
3,026.0 |
30.0 |
1.0% |
2,933.0 |
| Close |
3,039.0 |
3,032.0 |
-7.0 |
-0.2% |
3,039.0 |
| Range |
65.0 |
33.0 |
-32.0 |
-49.2% |
128.0 |
| ATR |
53.9 |
52.4 |
-1.5 |
-2.8% |
0.0 |
| Volume |
759,490 |
994,513 |
235,023 |
30.9% |
5,611,558 |
|
| Daily Pivots for day following 10-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,138.0 |
3,118.0 |
3,050.2 |
|
| R3 |
3,105.0 |
3,085.0 |
3,041.1 |
|
| R2 |
3,072.0 |
3,072.0 |
3,038.1 |
|
| R1 |
3,052.0 |
3,052.0 |
3,035.0 |
3,045.5 |
| PP |
3,039.0 |
3,039.0 |
3,039.0 |
3,035.8 |
| S1 |
3,019.0 |
3,019.0 |
3,029.0 |
3,012.5 |
| S2 |
3,006.0 |
3,006.0 |
3,026.0 |
|
| S3 |
2,973.0 |
2,986.0 |
3,022.9 |
|
| S4 |
2,940.0 |
2,953.0 |
3,013.9 |
|
|
| Weekly Pivots for week ending 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,395.0 |
3,345.0 |
3,109.4 |
|
| R3 |
3,267.0 |
3,217.0 |
3,074.2 |
|
| R2 |
3,139.0 |
3,139.0 |
3,062.5 |
|
| R1 |
3,089.0 |
3,089.0 |
3,050.7 |
3,114.0 |
| PP |
3,011.0 |
3,011.0 |
3,011.0 |
3,023.5 |
| S1 |
2,961.0 |
2,961.0 |
3,027.3 |
2,986.0 |
| S2 |
2,883.0 |
2,883.0 |
3,015.5 |
|
| S3 |
2,755.0 |
2,833.0 |
3,003.8 |
|
| S4 |
2,627.0 |
2,705.0 |
2,968.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,061.0 |
2,937.0 |
124.0 |
4.1% |
45.2 |
1.5% |
77% |
False |
False |
1,065,067 |
| 10 |
3,079.0 |
2,933.0 |
146.0 |
4.8% |
59.9 |
2.0% |
68% |
False |
False |
1,235,716 |
| 20 |
3,178.0 |
2,933.0 |
245.0 |
8.1% |
54.8 |
1.8% |
40% |
False |
False |
1,116,417 |
| 40 |
3,178.0 |
2,910.0 |
268.0 |
8.8% |
46.4 |
1.5% |
46% |
False |
False |
870,577 |
| 60 |
3,178.0 |
2,910.0 |
268.0 |
8.8% |
42.0 |
1.4% |
46% |
False |
False |
591,595 |
| 80 |
3,178.0 |
2,910.0 |
268.0 |
8.8% |
39.2 |
1.3% |
46% |
False |
False |
443,946 |
| 100 |
3,178.0 |
2,857.0 |
321.0 |
10.6% |
37.2 |
1.2% |
55% |
False |
False |
355,193 |
| 120 |
3,178.0 |
2,708.0 |
470.0 |
15.5% |
34.9 |
1.2% |
69% |
False |
False |
296,005 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,199.3 |
|
2.618 |
3,145.4 |
|
1.618 |
3,112.4 |
|
1.000 |
3,092.0 |
|
0.618 |
3,079.4 |
|
HIGH |
3,059.0 |
|
0.618 |
3,046.4 |
|
0.500 |
3,042.5 |
|
0.382 |
3,038.6 |
|
LOW |
3,026.0 |
|
0.618 |
3,005.6 |
|
1.000 |
2,993.0 |
|
1.618 |
2,972.6 |
|
2.618 |
2,939.6 |
|
4.250 |
2,885.8 |
|
|
| Fisher Pivots for day following 10-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,042.5 |
3,025.5 |
| PP |
3,039.0 |
3,019.0 |
| S1 |
3,035.5 |
3,012.5 |
|